+259.8%
ELV vs ACWI
+226.0%
+33.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -0.3% | +1.1% | -1.3% | -1.1% |
| 30D | +2.0% | -0.2% | +2.2% | +2.1% |
| 3M | -3.5% | +4.7% | -8.2% | -7.3% |
| 6M | +40.2% | +14.5% | +25.7% | +24.4% |
| YTD | +15.8% | +14.6% | +1.2% | +2.6% |
| 1Y | +33.2% | +21.4% | +11.7% | +12.2% |
| 3Y | -6.2% | +77.6% | -83.8% | -45.1% |
| 5Y | +16.4% | +68.1% | -51.7% | -28.8% |
| 10Y | +259.8% | +226.1% | +33.6% | +5.2% |
| All | +259.8% | +226.0% | +33.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling